Correlation
The correlation between CSIEX and ESGV is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
CSIEX vs. ESGV
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Vanguard ESG U.S. Stock ETF (ESGV).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSIEX or ESGV.
Performance
CSIEX vs. ESGV - Performance Comparison
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Key characteristics
CSIEX:
0.29
ESGV:
0.53
CSIEX:
0.41
ESGV:
0.81
CSIEX:
1.06
ESGV:
1.11
CSIEX:
0.22
ESGV:
0.49
CSIEX:
0.92
ESGV:
1.77
CSIEX:
3.60%
ESGV:
5.62%
CSIEX:
15.62%
ESGV:
20.94%
CSIEX:
-50.80%
ESGV:
-33.66%
CSIEX:
-3.18%
ESGV:
-6.35%
Returns By Period
In the year-to-date period, CSIEX achieves a 1.64% return, which is significantly higher than ESGV's -2.23% return.
CSIEX
1.64%
4.96%
-1.09%
4.40%
10.35%
11.40%
12.15%
ESGV
-2.23%
6.52%
-3.11%
10.29%
15.74%
15.26%
N/A
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CSIEX vs. ESGV - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Risk-Adjusted Performance
CSIEX vs. ESGV — Risk-Adjusted Performance Rank
CSIEX
ESGV
CSIEX vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Vanguard ESG U.S. Stock ETF (ESGV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
CSIEX vs. ESGV - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 8.60%, more than ESGV's 1.12% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 8.60% | 8.74% | 1.79% | 3.34% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% | 9.99% |
ESGV Vanguard ESG U.S. Stock ETF | 1.12% | 1.05% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSIEX vs. ESGV - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.80%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for CSIEX and ESGV.
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Volatility
CSIEX vs. ESGV - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 3.90%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 4.78%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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